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Financial Engineering Explained Ser.: Greeks and Hedging Explained by Peter Leoni (2014, Trade Paperback)

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A practical guide to basic and intermediate hedging techniques for traders, structerers and risk management quants. This book fills a gap for a technical but not impenetrable guide to hedging options, and the 'Greek' (Theta, Vega, Rho and Lambda) -parameters that represent the sensitivity of derivatives prices. Peter Leoni 1. Hedging Contingent Claims 2. Delta Hedging in the Perfect World 3. The Balance between Gamma and Theta 4. Trading is the Answer to the Unknown 5. Vega as a Crucial Greek 6. The Greek Approximation 7. Volatility Term Structure 8. Skew and Smile

About this product

Product Identifiers

PublisherPalgrave Macmillan The Limited

ISBN-101137350733

ISBN-139781137350732

eBay Product ID (ePID)196105912

Product Key Features

Number of PagesXiv, 134 Pages

LanguageEnglish

Publication NameGreeks and Hedging Explained

SubjectInvestments & Securities / Derivatives, Finance / Financial Risk Management, Finance / Financial Engineering, Corporate Finance / General, Investments & Securities / General

Publication Year2014

TypeTextbook

Subject AreaBusiness & Economics

AuthorPeter Leoni

SeriesFinancial Engineering Explained Ser.

FormatTrade Paperback